- Kursverantwortliche/r: Sigbert Klinke
- Kursverantwortliche/r: Oezguer Peta
- Kursverantwortliche/r: Özgür Peta
- Kursverantwortliche/r: Jaunius Vyturys
- Kursverantwortliche/r: Jaunius Vyturys
- Kursverantwortliche/r: Kleio Chrysopoulou Tseva
Building on the statistical inference concepts (likelihood and Bayes) from Statistical Inference I, this class will cover more advanced topics relevant in contemporary ('computer-age') statistical inference including
- topics (in particular) relevant in high-dimensional setting: Multiple testing, inference after model selection, reproducibility,
- regularization (Ridge, Lasso) and connections to Bayesian inference
- inference in more complex settings: model misspecification, dependent data, missing data, censored data
- computationally intensive methods: More on Bayesian inference, on the bootstrap and resampling procedures, permutation tests
We will often discuss frequentist and Bayesian approaches to the same problem as well as connections between them.
- Kursverantwortliche/r: Johannes Martin Feeser
- Kursverantwortliche/r: Johannes Martin Feeser
- Kursverantwortliche/r: Sonja Greven
Joint research seminar of the Chair of Statistics and the Chair of Econometrics
- Kursverantwortliche/r: Sonja Greven
- Kursverantwortliche/r: Simone Maxand
- Kursverantwortliche/r: Leslie Udvarhelyi
- Kursverantwortliche/r: Leslie Udvarhelyi
- Kursverantwortliche/r: Gábor Uhrin
Research seminar of WIAS
- Kursverantwortliche/r: Alexandra Carpentier
- Kursverantwortliche/r: Marina Filatova
- Kursverantwortliche/r: Sonja Greven
- Kursverantwortliche/r: Prof. Dr. Wolfgang Karl Härdle
- Kursverantwortliche/r: Sigbert Klinke
- Kursverantwortliche/r: Markus Reiß
- Kursverantwortliche/r: Markus Reiß
- Kursverantwortliche/r: Vladimir Spokoiny
- Kursverantwortliche/r: Leslie Udvarhelyi
- Kursverantwortliche/r: Leslie Udvarhelyi
- Kursverantwortliche/r: Sixuan Sven Wang
Content of this course:
Regression analysis is one of the most developed and commonly used methods in the statistical toolbox. This course gives an introduction to the vast field of regression modelling techniques that extend the classical linear regression model. The course presents the foundations of regression analysis and highlights its application, interpretation, and underlying assumptions.
The topics of this course include a primer on the classical linear regression model, regression models for non-normal responses, and non-parametric smoothing techniques to handle non-linear covariate effects. Data examples illustrate these methods. The lecture is accompanied by an exercise that will show how to apply these approaches, implement the methods using statistical software packages, and interpret the results.
Data protection and copyright:
Some lecture and exercise class might also be available online via Zoom video conferences. It is prohibited to record these video conferences in any way (video, audio, screenshots, etc.). The content of the course, including all provided material, is intellectual property of the respective lecturer (unless declared otherwise) and protected by copyright. Only students enrolled in the Moodle course “Generalized Regression (SS21)” are allowed to use it. In particular, the publication (also partial), duplication, dissemination, and editing of our material (including video conferences) are prohibited. Any violation can be prosecuted.
All students enrolled in the Moodle course pledge themselves to observe the data protection and copyright rules and to use the material (including video conferences) only in the context of their studies individually.
By enrolling in the Moodle course “Generalized Regression (SS21)”, you agree to these data protection and copyright rules.
- Kursverantwortliche/r: Xiangnan Xu
The course provides an introduction to R. The students are taught to
achieve a specified goal in programming independently, which includes
amongst others searching for commands, creating graphics, string
handling and writing functions. Basic knowledge in statistics is
desirable.
- Kursverantwortliche/r: Matthias Eckardt (WiWi)
- Kursverantwortliche/r: Johannes Martin Feeser
- Kursverantwortliche/r: Lisa Maike Steyer